Pages that link to "Item:Q5430578"

The following pages link to The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578):

Displaying 25 items.

• Bi-seasonal discrete time risk model (Q297843) (← links)
• Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
• Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
• Computing ruin probability in the classical risk model (Q845482) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
• Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
• A nonhomogeneous risk model for insurance (Q2494797) (← links)
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
• Ruin problems for a discrete time risk model with non-homogeneous conditions (Q2868598) (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
• Precise large deviations for the difference of two sums of END random variables with heavy tails (Q2980131) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
• Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)